+73.7%
ROK vs ALHC
-28.9%
+102.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.7% | -0.6% | +1.3% | +0.7% |
| 30D | -3.3% | -1.0% | -2.3% | -3.3% |
| 3M | -5.9% | -10.2% | +4.3% | -5.9% |
| 6M | +13.9% | -28.3% | +42.1% | +15.1% |
| YTD | +12.6% | -31.4% | +44.0% | +14.1% |
| 1Y | +28.6% | -16.9% | +45.5% | +28.5% |
| 3Y | +45.1% | +135.5% | -90.4% | +27.7% |
| 5Y | +45.6% | -33.6% | +79.2% | +35.1% |
| All | +73.7% | -28.9% | +102.6% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling